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Sharpe Ratio not showing all results?
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When we add the following Sharpe Ratio analyzer
cerebro.addanalyzer(SharpeRatio, timeframe=bt.TimeFrame.Months)
It only shows one single value. Why it doesn't show Sharpe ratio for each month? Can you please help?
- sharperatio:
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- Params:
- timeframe: 7
- compression: 1
- riskfreerate: 0.01
- factor: None
- convertrate: True
- annualize: False
- stddev_sample: False
- daysfactor: None
- legacyannual: False
- fund: None
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- Analysis:
- sharperatio: -0.0022
- sharperatio:
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@tigerandy I believe timeframe is showing the period of the Sharpe Ratio calcalation. e.g. annually, monthly, daily. Not ratios for each time period.
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@run-out Thank you!